2

Value at Risk For Derivatives

El-Jahel, Lina, Perraudin, William, Sellin, Peter
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 184 KB
english, 1999
4

Can regulators allow banks to set their own capital ratios?

Cathcart, Lara, El-Jahel, Lina, Jabbour, Ravel
Journal:
Journal of Banking & Finance
Year:
2015
Language:
english
File:
PDF, 625 KB
english, 2015
6

Multiple Defaults and Merton's Model

Cathcart, Lara, El-Jahel, Lina
Journal:
The Journal of Fixed Income
Year:
2004
Language:
english
File:
PDF, 311 KB
english, 2004
8

Market and Model Credit Default Swap Spreads: Mind the Gap!

Mascia Bedendo, Lara Cathcart, Lina El-Jahel
Journal:
European Financial Management
Year:
2011
Language:
english
File:
PDF, 143 KB
english, 2011
9

Valuation of Defaultable Bonds

Cathcart, Lara, El-Jahel, Lina
Journal:
The Journal of Fixed Income
Year:
1998
Language:
english
File:
PDF, 1.02 MB
english, 1998
12

Basel II: an engine without brakes

Cathcart, Lara, El-Jahel, Lina, Jabbour, Ravel
Journal:
Journal of Banking Regulation
Year:
2016
Language:
english
File:
PDF, 239 KB
english, 2016
13

Reputational shocks and the information content of credit ratings

Bedendo, Mascia, Cathcart, Lara, El-Jahel, Lina
Journal:
Journal of Financial Stability
Year:
2018
Language:
english
File:
PDF, 1.04 MB
english, 2018